Market
Grid Pane Field Descriptions

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The Market Grid columns are defined as follows:

Column

Description

Contract

The
traded product's exchange symbol and the month and year of expiration.

Broker (X_TRADER ASP only)

Displays the name of the Sell-Side firm (Broker) routing orders
or part of an order for that contract in a X_TRADER ASP environment.
The column is displayed by default for X_TRADER ASP. For a given
contract row, select a field in the Broker column to display the
drop down menu with a list of Brokers:

Depending on what is selected in the Broker and OrderGW (if
shown) columns for a given contract row, working order quantities and
net positions are filtered as follows:

If blank is selected
in either or both columns (Broker and OrderGW) indicating more than
one available Broker and TT Gateway, working order and position
values are combined for all Brokers and/or all order routing TT Gateways.

If only one Broker is selected (no OrderGW), working order and
position values are filtered for that specific Broker only.

If one Broker and OrderGW are selected, working order and position values
are filtered as a combination of both (e.g., “BrokerB” and “CME-S” indicate
working order and position values for BrokerB on the CME-S Gateway.

OrderGW

Displays the market ID and flavor of the TT Gateway used for
routing orders to the exchange for that contract. This column is hidden
by default in both X_TRADER ASP and non-X_TRADER ASP environments.
For a given contract row, select a field in the OrderGW column to
display a drop down menu with a list of TT Gateways:,

Depending
on what is selected in the OrderGW column for a given contract row, working
order quantities and net positions are filtered as follows:

If
blank is selected (indicating more than one available TT Gateway
for the contract), working order and position values are combined
for all order routing gateways.

If only one TT Gateway is selected, working order and position
values are filtered for that specific gateway only.

If an OrderGW and Broker are selected in a X_TRADER ASP environment,
working order and position values are filtered as a combination
of both (e.g., “BrokerB” and “CME-S” indicate working order and
position values for BrokerB on the CME-S Gateway).

If an exchange trader
uses this feature, all working orders for all sponsored proxy (TTORD)
traders delete.

If a TTORD uses this
feature, it converts one message into to multiple individual delete
requests to prevent them from deleting the exchange trader's working
orders.

RFQ

A
button used to send Request For Quotes.

Depth

An
icon used to display Market Depth.

Note: The available market
depth shown depends on the gateway and cannot exceed 50 levels.

Algo

Launches
the Algo Variable [OTA] dialog box seeded with the contract.

EPIQ
Buys

Your
estimated position in queue for working buy orders.

WrkBuys

The
Group ID's total number of working buy contracts.

Group ID = MemberIDGroupID

Bid
Mbr

Counterparty
information of the Bid Member.

BidCnt

The
number of bid orders at each price level.

BidMktQty

The
total quantity of resting Buy market orders.

BidQty

The
total quantity working at the bid.

Note: The Eurex exchange
displays only four (4) digits in inside market. Therefore, the maximum Bid/Ask Quantity is 9999.
This is a limitation of the Eurex API for UserDevices and MISSes.
If the inside market is greater than 9999 and you wish to view that
data, open Market Depth feature in the Market Grid.

ThrshBid

The
Threshold bid price as established by the exchange.

Exchanges set a trading range for the
day based upon the previous session's settlement price. The exchange
halts trading of the product when one of these limits is reached.
A frozen market requires manual release by the exchange.

BidPrc

The
best market bid price.

BidQty
Accum

The
accumulated bid quantity. Use only when you enable Market Depth.

BidPrc
Avg

The
average bid price. Use only when you enable Market Depth.

IndBidQty

The
best indicative bid quantity.

Note: Market Markers can
provide indicative quotes when quoting certain products. These indicative
quotes are displayed in these fields. These are not tradable quotes
but an estimation of the market.

IndBidPric

The
best indicative bid price.

IndAskPric

The
best indicative ask price.

IndAskQty

The
best indicative ask quantity.

AskPrc
Avg

The
average ask price. Use only when you enable Market Depth.

AskQty
Accum

The
accumulated ask quantity. Use only when you enable Market Depth.

AskPrc

The
best market ask price.

ThrshAsk

The
Threshold ask price as established by the exchange.

Exchanges set a trading range for the
day based upon the previous session's settlement price. The exchange
halts trading of the product when one of these limits is reached.
A frozen market requires manual release by the exchange.

AskQty

The
total quantity working at the ask.

Note: The Eurex exchange
displays only four (4) digits in inside market. Therefore, the maximum Bid/Ask Quantity is 9999.
This is a limitation of the Eurex API for UserDevices and MISSes.
If the inside market is greater than 9999 and you wish to view that
data, open Market Depth feature in the Market Grid.

AskMktQty

The
total quantity of resting Sell market orders.

AskCnt

The
number of ask orders at each price level.

AskMbr

Counterparty
information of the Ask Member.

WrkSells

The
Group ID's total number of working sell contracts.

Group ID = MemberIDGroupID

EPIQ
Sells

Your
estimated position in queue for working sell orders.

LeggedBuys

Buy
quantity of spread units in a legged state.

LeggedSells

Sell
quantity of spread units in a legged state.

PendBuys

Buy
quantity of spread units in a pending state.

PendSells

Sell
quantity of spread units in a pending state.

UndiscBuys

Undisclosed
buy quantities hidden for Advanced Orders.

UndiscSells

Undisclosed
sell quantities hidden for Advanced Orders.

NetPos

Your
net position.

LastPrc

The
last traded price.

LastQty

The
last quantity. Behaves differently for each Gateway.

For some (e.g., CME and
NYSE Liffe), it is a cumulative total of all trades at that particular
price. It sums the last quantity, while it remains at the current
trading price. Once the trade price changes, the last quantity resets.

For others (e.g., Liffe, Eurex
and Xetra), it is the last traded quantity.

Volume

The
total traded quantity for the session.

High

The
high price for the session.

Low

The
low price for the session.

Open

The
opening price for the session.

Close

The
closing price. Can be used to seed the Order Entry pane.

IndSettle

The
intra-day settlement price. This column is used for exchanges that
provide intra-day settlements and help to avoid P&L issues that may
be caused by unofficial and provisional settlement prices displayed
in the Settle column.

Settle

The
settlement price. Can be used to seed the Order Entry pane.

Chng

The
difference between the last traded price and the previous session's
settlement price.

If
there is no Settlement, the Close price is used instead.

If there is no Settlement
or Close price this field is blank.

PctChng

The
percent difference between the last traded price and the previous
session's settlement price.

Example: +10.00 = +10%

If there is no Settlement,
the Close price is used instead.

If there is no Settlement
or Close price, this field is blank.

TheoPrc

The
theoretical price.

TheoBid

The
theoretical bid price.

TheoAsk

The
theoretical ask price.

Imp
BidQty

The
implied bid quantity.

Note: If the trader is displaying
calls and puts with the same strike price on a single line, then
there will be two sets of these columns.

Imp
BidPrc

The
implied bid price.

Imp
AskQty

The
implied ask quantity.

Imp
AskPrc

The
implied ask price.

IndPrc

The
indicative open price for the session.

Note: When the indicative
close price appears, the IndQty field
blanks out.

Note: If a contract
has a Status of Auction the IndQty is Theoretical Open Price.

IndQty

The
indicative open quantity for the session.

Note: If a contract has a Status
of Auction the IndQty is Theoretical Open Qty.

Vola

Options
theoretical pricing model data categories:

The percent volatility.

S
(Status)

The
status of the contract (e.g., Pre-Open, Open, Clsd, Auction)

ImbQty

The
auction imbalance quantity. A positive value indicates more buyers
than sellers and a negative value indicates more sellers than buyers.

A
- E

Free
form text fields which accept up to 50 characters and can be used
to link data from X_STUDY or outside applications.

LEGAL

FOLLOW

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